+24.3%
CTVA vs GLDM
-3.6%
+27.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | -0.1% |
| 7D | -1.0% | -2.0% | +1.0% | -0.7% |
| 30D | -8.7% | -4.4% | -4.3% | -8.3% |
| 3M | +6.4% | -8.8% | +15.2% | +7.5% |
| 6M | -1.9% | -15.9% | +14.0% | +0.4% |
| YTD | +21.5% | -7.7% | +29.2% | +20.1% |
| 1Y | +24.3% | -3.6% | +27.9% | +16.3% |
| All | +24.3% | -3.6% | +27.9% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GLDM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling